SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 137.90 138.91 1.01 0.7% 138.59
High 139.15 139.42 0.27 0.2% 139.25
Low 136.41 138.08 1.67 1.2% 134.70
Close 139.13 139.19 0.06 0.0% 136.37
Range 2.74 1.34 -1.40 -51.1% 4.55
ATR 1.84 1.81 -0.04 -1.9% 0.00
Volume 151,495,703 119,807,297 -31,688,406 -20.9% 829,812,586
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 142.92 142.39 139.93
R3 141.58 141.05 139.56
R2 140.24 140.24 139.44
R1 139.71 139.71 139.31 139.98
PP 138.90 138.90 138.90 139.03
S1 138.37 138.37 139.07 138.64
S2 137.56 137.56 138.94
S3 136.22 137.03 138.82
S4 134.88 135.69 138.45
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 150.42 147.95 138.87
R3 145.87 143.40 137.62
R2 141.32 141.32 137.20
R1 138.85 138.85 136.79 137.81
PP 136.77 136.77 136.77 136.26
S1 134.30 134.30 135.95 133.26
S2 132.22 132.22 135.54
S3 127.67 129.75 135.12
S4 123.12 125.20 133.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.42 134.70 4.72 3.4% 2.03 1.5% 95% True False 176,083,997
10 141.68 134.70 6.98 5.0% 1.99 1.4% 64% False False 174,799,238
20 143.72 134.70 9.02 6.5% 1.74 1.2% 50% False False 150,693,484
40 147.16 134.70 12.46 9.0% 1.53 1.1% 36% False False 138,748,142
60 148.11 134.70 13.41 9.6% 1.39 1.0% 33% False False 131,017,999
80 148.11 134.70 13.41 9.6% 1.34 1.0% 33% False False 127,244,795
100 148.11 131.28 16.83 12.1% 1.36 1.0% 47% False False 129,628,301
120 148.11 127.14 20.97 15.1% 1.45 1.0% 57% False False 136,832,657
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.12
2.618 142.93
1.618 141.59
1.000 140.76
0.618 140.25
HIGH 139.42
0.618 138.91
0.500 138.75
0.382 138.59
LOW 138.08
0.618 137.25
1.000 136.74
1.618 135.91
2.618 134.57
4.250 132.39
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 139.04 138.48
PP 138.90 137.77
S1 138.75 137.06

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These figures are updated between 7pm and 10pm EST after a trading day.

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